Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138220.3972 | 1145322.1766 | -7101.7794 | 806839.0688 | 1059273.1115 | -252434.0427 |
Total P&L (%) | 1138.2204 | 1145.3222 | -7.1018 | 806.8391 | 1059.2731 | -252.434 |
Avg Daily Profit (%) | 0.6258 | 0.6297 | -0.0039 | 0.1213 | 0.1348 | 0 |
Buy And Hold Return (%) | 723.5616 | 723.5616 | 723.5616 | 723.5616 | 723.5616 | 723.5616 |
Max Trade Drawdown | -177606 | -89331 | -116439 | -850172 | -575793 | -574148 |
Profit Factor | 3.039 | 5.151 | 0.9748 | 1.2895 | 1.8065 | 0.8286 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 39.6552 | 44.8276 | 34.4828 | 39.6552 | 44.8276 | 34.4828 |
Ratio Avg Win / Avg Loss | 4.6246 | 6.3397 | 1.8522 | 1.9624 | 2.2234 | 1.5744 |
Largest Winning Trade | 657160 | 657160 | 73917 | 642474 | 642474 | 381399 |
Largest Losing Trade | -39498 | -39498 | -37871 | -291347 | -291347 | -216540 |
Avg Bars in Trades | 179 | 172 | 186 | 179 | 172 | 186 |
Avg Bars in Winners | 316 | 283 | 360 | 316 | 283 | 360 |
Avg Bars in Losers | 89 | 81 | 95 | 89 | 81 | 95 |
Bars Traded | 10407 | 4993 | 5414 | 10407 | 4993 | 5414 |
Profit Streak | 0 | 164.4586 | 0 | 0 | 164.4586 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176053 | 318469 | -584089 | -343304 | -31742 | -584089 |
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{ "first_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 109, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 109, "offset": 0, "scalar": 3 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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